F17 XBnotes 1

F17XB Mathematics for Engineers and Scientists 2
Department of Mathematics 20162017
Part 1:
Advanced Calculus of One Variable with Applications
Contents
1 Differentiation and Integration 2
1.1 Differentiation Revision: Chain, Product and Quotient Rules . . . . . . . . . . . . 2
1.2 Maclaurin and Taylor Series Approximations of Functions . . . . . . . . . . . . . . 4
1.2.1 Maclaurin series (including small angle approximation) . . . . . . . . . . . . 4
1.2.2 Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.3 Linear approximation, small variations and errors . . . . . . . . . . . . . . . 6
1.3 Optimisation: Stationary Points, Maxima/Minima and Modelling . . . . . . . . . . 8
1.4 Modelling and Verification of Solutions in Differential Equations . . . . . . . . . . 11
1.5 Revision of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.6 Integration by Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.7 Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.8 Integration using Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.9 Area Under a Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.10 Average Value of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.11 Curve Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.12 Solving Differential Equations: Separable Variables Method . . . . . . . . . . . . . 28
1.13 Numerical Integration: the Trapezium/Trapezoidal Rule . . . . . . . . . . . . . . . 30
A Tutorial Exercises on Differentiation and Integration 33

A.1 Tutorial Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
A.2 Answers to Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
December 7, 2016
F17XB 2
1 Differentiation and Integration
1.1 Differentiation Revision: Chain, Product and Quotient Rules

Recall that for a function y = f (x) the derivative of f (x) is
(a) the slope (or gradient) of the tangent at the point (x, y) on the graph of y = f (x),
(b) the rate of change of the function f (x) with respect to x.
There are several, equivalent, ways of writing the derivative, for example
dy
f (x) y y
dx
In the previous course you learnt how to differentiate common functions and the rules of differ-
entiation. Here is a reminder.
Differentiation: Common Functions and Rules

General Example
f (x) f (x) f (x) f (x)
xn nxn1 x7 7x6
sin ax a cos ax sin 5x 5 cos 5x
cos ax a sin ax cos(2x) 2 sin(2x)
eax aeax e4x 4e4x
1 1
ln ax ln 3x
x x
sinh ax a cosh ax sinh 7x 7 cosh 7x
cosh ax a sinh ax cosh 2x 2 sinh 2x
g(x) + h(x) g (x) + h (x)
2x
e + cos 3x 2x
2e 3 sin 3x
cg(x) cg (x) 5x4 20x3
Chain Rule
The chain rule is used to differentiate functions such as
2
(x3 4x)5 , e3x , sin(5x ) , cos2 x , ln(9x2 + 2)
The chain rule can be found on the formula sheet and states that
dy dy du
=
dx du dx
It is easiest to see how the chain rule works in examples.
Example 1.1. Find the derivative of (x3 4x)5 .

Solution. Let u = x3 4x then y = u5 . Now work out
dy du
= 5u4 and = 3x2 4
du dx
Then substitute into the chain rule equation to get
dy dy du
= = 5u4 (3x2 4) = 5(x3 4x)4 (3x2 4)
dx du dx
Example 1.2. Find the derivative of y = ln(9x2 + 2) .

[Solution in lecture.]
F17XB 3
Product Rule
The product rule is used to differentiate functions such as
x3 sin x, e3x cos x , 3x2 ln 3x
Here y = f (x) is the product of two functions (that is two functions multiplied together), so we
could write y = u(x)v(x). To differentiate such functions we use the product rule. On the formula
sheet the product rule is written as
if y = uv then y = u v + u v
It is easiest to see how the product rule works in examples.
Example 1.3. Find the derivative of y = x3 sin x .

Solution. First we assign u and v. Let u = x3 and v = sin x.
Second we calculate the components of the product rule formula.
If u = x3 then u = 3x2 and if v = sin x then v = cos x
Finally we substitute these components into the product rule formula.
y = u v + u v = 3x2 sin x + x3 cos x
Example 1.4. Find the derivative of y = 3x2 ln 3x .

Quotient Rule
The quotient rule is used to differentiate functions such as
3 sin 2x x3 + 3x2 2 sinh x
, ,
x2 + 4x x5 + 3 cosh x
u(x)
Here y = f (x) is the quotient of two functions, so we could write y = . To differentiate such
v(x)
functions we use the quotient rule. On the formula sheet the quotient rule is written as
u u v u v
if y= then y =
v v2
It is easiest to see how the quotient rule works in examples.
3 sin 2x
Example 1.5. Find the derivative of y =
x2 + 4x
Solution. First we assign u and v. Let u = 3 sin 2x and v = x2 + 4x. NOTE: v has to be the
function on the bottom.
Second we calculate the components of the quotient rule formula.
If u = 3 sin 2x then u = 6 cos 2x and if v = x2 + 4x then v = 2x + 4
Finally we substitute these components into the quotient rule formula.
u v u v (6 cos 2x) (x2 + 4x) (3 sin 2x) (2x + 4)
y = =
v2 (x2 + 4x)2
sinh x
Example 1.6. Find the derivative of y =
cosh x [Solution in lecture.]
F17XB 4
1.2 Maclaurin and Taylor Series Approximations of Functions
1.2.1 Maclaurin series (including small angle approximation)
A calculation shows that the equation of the tangent line to the curve f (x) = ex at the point
x = 0 is given by y = x + 1 . This tangent line is a good approximation to f (x) = ex for x close
to 0 . However, at x = 1 the tangent line is equal to 2 while the curve ex = e1 = e = 2.718 . . . .
We could improve the approximation 1 + x by adding terms in x2 , x3 etc. This section is about
doing this for a general function f (x).
Suppose
f (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + . . . (1)
we want to find the numbers a0 , a1 etc. Putting x = 0 in (1) gives
f (0) = a0 + a1 .0 + a2 .02 + . . . = a0 .
Differentiating (1) gives
f (x) = a1 + 2a2 x + 3a3 x2 + 4a4 x3 + . . . (2)
Putting x = 0 in (2) gives
f (0) = a1 + 2a2 .0 + 2a3 .02 + . . . = a1 .
Differentiating (2) gives
f (x) = 2a2 + (3 2)a3 x + (4 3)a4 x2 + (5 4)a5 x3 + . . . (3)
Putting x = 0 in (3) gives
f (0) = 2a2 + 6a3 .0 + 12a4 .0 + . . . = 2a2 .
Continuing this process we obtain
f (0) 2 f (0) 3 f (4) (0) 4 f (5) (0) 5

f (x) = f (0) + f (0)x + x + x + x + x + ...
2! 3! 4! 5!
which is called the Maclaurin series for f (x) .
Factorials: The number 5! (read five factorial or factorial 5) means 5 4 3 2 1 . Note that
1! = 1 and that by convention 0! = 1 . The reader should check by calculation that 4! = 24 and
use a calculator to check that 7! = 5040 and 9! = 362880 .
Example 1.7. Find the Maclaurin series for ex up to and including the x3 term.
f (0) 2 f (0) 3
Solution. f (x) = f (0) + f (0)x + 2! x + 3! x + ...
f (x) = ex so f (0) = e0 = 1 . Also, f (x) = ex , f (x) = ex and f (x) = ex .
Hence f (0) = f (0) = f (0) = 1 and the Maclaurin series for ex is
x2 x3 x2 x3
ex = 1 + x + + + ... = 1 + x + + + ...
2! 3! 2 6
In the figure below we have plotted the graph of ex and the the first few Maclaurin series
approximations up to
x2 x3
1+x+ + .
2 6
Taking more terms in the Maclaurin series would give a better approximation.
F17XB 5
6
ex
4 1+x+x2/2+x3/6
1+x+x2/2
1+x
2
0
0 0.5 1 1.5 2
x
Trig function approximation always work in radians
Example 1.8. Show that the Maclaurin series for sin x up to and including the x5 term is
x3 x5
sin x = x + + ...
6 120
(0) (4) (0) (5) (0)
Solution. Maclaurin series: f (x) = f (0) + f (0)x + f 2!(0) x2 + f 3! x3 + f 4! x4 + f 5! x5 + . . .
and f (x) = sin x so work out
f (x) = cos x f (x) = sin x f (x) = cos x f (4) (x) = sin x f (5) (x) = cos x.
Substituting x = 0 and using sin 0 = 0 , cos 0 = 1 we have
f (0) = 0 f (0) = 1 f (0) = 0 f (0) = 1 f (4) (0) = 0 f (5) (0) = 1
then plug these values in to the series to get the result.

Note: We could use the same methods to show that the Maclaurin series for cos x is
x2 x4
cos x = 1 + + ...
2 24
See the exercises.
Example 1.9. Find the Maclaurin series for sin 2x up to and including the x3 term.
Small angle approximations always work in radians

The Maclaurin series can be used to find approximations for sin x and cos x when the angle x in
radians is small. If x is small then x3 will be very small and so terms in x3 and of higher order
can be ignored. Therefore if x is small and measured in radians
x2
sin x x and cos x 1
2
Example 1.10. A wire of length x is used to support a transmission tower. If the angle
in radians is small find a rule of thumb approximation for the height of the tower h and the
distance of the tower from where the support wire is anchored l.
F17XB 6
x
h

l
Solution. Using trigonometry and the small angle approximation we can deduce that
2

h = x sin x, l = x cos x 1 .
2
1.2.2 Taylor series

The Maclaurin series can be used to approximate a function, f (x) at x = 0. If we want to
approximate f (x) about a different value, say x = a then we use the Taylor series.
The Taylor series expansion of f (x) about the value x = a is defined as
f (a) f (a) f (4) (a)

f (x) = f (a) + f (a)(x a) + (x a)2 + (x a)3 + (x a)4 + . . .
2! 3! 4!
The Maclaurin series is a special case of Taylor series when a = 0.

Example 1.11.
Find the Taylor series for x at x = 100 up to the x2 term and use it to
approximate 104.
f (100)
Solution. Taylor series is f (x) = f (100) + f (100)(x 100) + 2! (x 100)2 + . . . where
1 1 1 1 3
f (x) = x = x2 , f (x) = x 2 , f (x) = x 2 .
2 4
Substituting x = 100 we have
1 1 1 1 1 1
f (100) = 100 = 10, f (100) = = , f (100) = 3 =
2 100 20 4 100 2 4000

The Taylor series for x about x = 100 is
1 1
x = 10 + (x 100) (x 100)2 + . . .
20 8000
4 16
Set x = 104 to get 104 10 + 20 8000 = 10.198, which is a reasonably good approximation of

the exact value 104 = 10.19803903 . . ..
1.2.3 Linear approximation, small variations and errors

Using the Taylor series only up to the term involving (x a) is called linear approximation. It
gives a quick (but sometimes quite rough) way to approximate functions when x is near the point
x = a.
Linear approximation when x a (x is approximately or close to the value a)
f (x) f (a) + f (a)(x a).
3
Example 1.12. Find the linear approximation of f (x) = 5ex1 + sin(x) near x = 1.

F17XB 7
Solution. In the formula, a = 1 and

3 3
f (1) = 5e0 + sin() = 5 1 + 0 = 5,

f (x) = 5ex1 + 3 cos(x), f (1) = 5 + 3 cos() = 5 3 = 2.
So
f (x) f (1) + f (1)(x 1) = 5 + 2(x 1) = 3 + 2x.
So, for x near the value 1, this y = f (x) looks like the straight line y = 3 + 2x.
Small variations and errors

We can use the linear approximation above in another way. Keeping the x value close to a, we
write the change or error in f and the change or error in x as
f = f (x) f (a), x = x a
where is the Greek capital letter delta. Sometime (lower case delta) is used instead.
Relationship between errors when x a:
f f (a)x.
In other words
change in f f (a) change in x.
Relationship between % errors:
f af (a) x
100% 100% .
f (a) f (a) a
In other words
af (a)
% change in f % change in x.
f (a)
Example 1.13. The radius of a (spherical) star was observed to increase by 1% from r = a
metres. Use linear approximation to estimate the percentage its volume increases by.
Solution. The radius is r and the volume is V (r) = 4r3 /3. Then V (r) = 4r2 . From the
formula above,
a4a2
% change in V % change in r = 3 % change in r.
4a3 /3
So the % change in volume is approximately 3%.
Example 1.14. We want to drill a circular hole in a sensitive piece of equipment. The cross
sectional area of the hole has to be accurate to better than 1%. Estimate the % accuracy we
require in the radius of the drill bit.
F17XB 8
1.3 Optimisation: Stationary Points, Maxima/Minima and Modelling

In many real world problems we want to make something as large or as small as possible by
changing some of the parameters in the problem (optimisation). We can use our knowledge for
finding and classifying maximum and minimum points to do this.
Stationary points local maxima and minima

Previously you were taught how to locate the stationary points of a function f (x) and determine
their nature (whether a stationary point was a maximum or a minimum). Here is a reminder:
If f (c) = 0 then c is a stationary point.
In this course, we focus on the method called the second derivative test. Since f (x) measures
the rate at which f (x) increases, if f (c) < 0 then f (x) is decreasing at c . If f (c) > 0 then
f (x) is increasing at c .
Second derivative test for local maxima and minima:
if f (c) = 0 and f (c) < 0 then x = c is a local maximum.
if f (c) = 0 and f (c) > 0 then x = c is a local minimum.
if f (c) = 0 and f (c) = 0 then use method from previous course.
Global and local maxima and minima

Stationary points do not tell the full story. Another way to look at extrema (the collective name
for maxima and minima) is as follows. At a point x = c, the function y = f (x) has
a local maximum if f (x) f (c) for all x near c
a local minimum if f (x) f (c) for all x near c
and it has
a global maximum if f (x) f (c) for all allowable values of x
a global minimum if f (x) f (c) for all allowable values of x.
It can turn out that there is more than one local maximum or minimum and so we have to find
the global (overall) maximum or minimum from all of them. It can also turn out that there is a
restriction on the independent variable x, and that the global maximum or minimum occurs at
the edge of its range without it being a local maximum or minimum.
If f (x) is a continuous, smooth function defined for the allowable range of values a x b
then global maxima and minima exist. To find them you need to check the values at
all the local extrema
the ends of the interval (i.e. f (a) and f (b))

F17XB 9
5
C E
4
3 A
2 D
1
B
0
4 6 8 10 12 14 16 18 20 22 24
x
This function is only defined for x between 3 and 25 written 3 x 25.
Example 1.15. Locate the local and global extrema in the figure above.
Solution. In the Figure we see that
there are local minima at B and D
there are local maxima at A and C
there is a global minimum at B (which is also a local minimum)
there is a global maximum at E where x = 25 and it looks like f (25) 6= 0.
More complicated things can happen if the function is not continuous (joined up) and smooth.
Example 1.16. Locate the extrema in the plots below.

y=|x| y=f(x)
2 2
1.5
1
0
0.5
0 1
2 1 0 1 2 2 1 0 1 2
x x
These functions are continous but not smooth and both are restricted to 2 x 2.
F17XB 10
Modelling and optimisation examples

Most real-world problems are described first in words and you are not presented directly with an
equation to solve. It is vital skill for engineers, scientists and others to be able to convert from
the words to the maths.
Example 1.17. A rectangle is to be made with a perimeter of 16m. Find the lengths of the
sides when the area is a maximum.
Solution. There are many rectangles with a perimeter 16m, for example sides 7m and 1m
(area 7m2 ) or 5m and 3m (area 15m2 ). To do problems like this we have to express the given
information about the area as a function of one variable.
If the sides are x and y then the area is A = xy .
Since 2x + 2y = 16 we have that y = 8 x and so A(x) = x(8 x) = 8x x2 .
At stationary points A (x) = 0 . Then 8 2x = 0 and x = 4 is the stationary point.
Since A (4) = 0 and A (4) = 2 < 0 the 2nd derivative test says that x = 4 is a local maximum.
Now check if this is the global maximum value. There are no other stationary points, so we
need only consider the ends of the range of possible values of x. What are they? Common sense
dictates that the rectangle cannot have 0 or negative lengths in it, so both x > 0 and y > 0. Also
y > 0 means that y = 8 x > 0 and so x < 8. So the allowable range for x is 0 < x < 8.
Check the values at the two ends. We get A(0) = 0 and A(8) = 0. At the local maximum x = 4
we have A(4) = 16 which is above the values at the two ends. So having checked the only local
maximum and the two ends, x = 4 gives the global maximum.
Hence the area is a maximum (16m2 ) when x = 4m and y = 4m. It is a square.
Example 1.18. An open rectangular tank with a square base is to be constructed so that it has
a volume of 500 cubic metres. Find the dimensions of the tank which minimise its total surface
area (and hence the amount of material used).
Example 1.19. A rectangular metal 4m 2m plate plate has x x squares cut from its four
corners as illustrated and is then folded up to make an open box. Why do we need the restriction
0 < x < 1? What is the dimension of this box that has the maximum volume?
side length = 2
side length = 4
The metal plate in Example 1.19.
F17XB 11
1.4 Modelling and Verification of Solutions in Differential Equations

Many scientific laws and models of processes are formulated in terms of differential equations.
In Section 1.12 and later courses you will learn how to solve such equations. Here we will study
their formulation and check (or verify) that given formulas for solutions satisfy (or solve)
particular differential equations.
First order differential equations

dy
First order differential equations involve one derivative written as or y (read as y dash)
dx
or sometimes as y (read as y dot and commonly used for time derivatives).
The statement the rate of change of quantity y with respect to x is 3 is then written as
dy
= 3.
dx
The solution is the straight line y = 3x + C where C is a constant. If we have extra information
such as y = 7 when x = 1 we can determine the value of C . In general, solutions of first order
differential equations involve one arbitrary constant.
Example 1.20. Let us introduce some rabbits into a new territory. The population of rabbits
p(t) at time t months is found to be increasing at a rate proportional to p p2 /1200 and the
constant of proportionality is 16. Obtain the differential equation for p(t).
dp dp
Solution. The rate of increase is and so = 16(p p2 /1200).
dt dt
Example 1.21. The velocity y(t) of a particle moving in a resisting medium is decreasing at
a rate proportional to y 2 (t) . If k > 0 is the constant of proportionality, obtain the differential
equation satisfied by y(t) .
dy dy dy
Solution. The rate of decrease of y(t) is so = ky 2 . Hence = ky 2 .
dt dt dt
Example 1.22. In a model to estimate the depreciation of the value of a computer, the value
y(t) at age t months, decreases at a rate proportional to y(t) .
(a) If k > 0 is the constant of proportionality, obtain the differential equation satisfied by y(t) .
(b) The initial value of the computer is 1000 . Verify that the solution is y(t) = 1000ekt .
dy dy dy
Solution. (a) The rate of decrease of y(t) is so = ky . Hence = ky .
dt dt dt
(b) We have to
dy
Show that y(t) = 1000ekt satisfies = ky .
dt
Check that for y(t) = 1000ekt , y(0) = 1000 .
dy dy
For y(t) = 1000ekt , = 1000kekt and ky(t) = 1000kekt . Hence = ky .
dt dt
Putting t = 0 in y(t) = 1000ekt gives y(0) = 1000e0 = 1000 as required.
F17XB 12
dy
Example 1.23. Verify that y = 1 + Ce3t is a solution of = 3(y 1) where C is a constant.
dt
Hence find the solution with y = 5 when t = 0 .
Example 1.24. In a certain chemical reaction, the concentration y(t) of a substance is decreasing
at a rate proportional to the cube of its value at that instant. If k > 0 is the constant of
proportionality, obtain the differential equation satisfied by y(t) . If the initial concentration is
y(0) = 1 , verify that the solution is
y(t) = (2kt + 1)1/2
Find T such that y(T ) = 1/2 .

Second order differential equations

You will do a lot with these in later courses. Let us look at a few examples here.
d2 y
Example 1.25. Show that y = cosh(5t) is a solution of = 25y.
dt2
Solution. Differentiate twice:
dy d2 y d
= 5 sinh(5t), = 5 sinh(5t) = 25 cosh(5t) = 25y
dt dt2 dt
as required.
d2 y
Example 1.26. Show that y = sinh(5t) is also solution of = 25y.
dt2
d2 y
Example 1.27. It turns out that y = A cosh(5t) + B sinh(5t) is a solution of = 25y for any

dt2
choice of constants A and B. Find the values of A and B if y(0) = 1 and y (0) = 2.
Solution. Plug in t = 0 to get
y(0) = A cosh 0 + B sinh 0 = A = 1
and
y (t) = 5A sinh(5t) + 5B cosh(5t) so that y (0) = 5A sinh(0) + 5B cosh(0) = 5B = 2.
Hence A = 1, B = 2/5 and y = cosh(5t) + 0.4 sinh(5t).

F17XB 13
1.5 Revision of Integration

R
Recall that f (x)dx is called the integral of a f (x) with respect to x.
An indefinite integral is one without limits, and we must always add an arbitrary constant
(usually C) to the answer. Z
f (x) dx = F (x) + C.
A definite integral has limits, say we integrate x between a and b. This definitely does not have
an arbitrary constant.
Z b
f (x) dx = F (b) F (a)
a
d
where F (x) is a function such that F (x) = f (x). This is the Fundamental Theorem of Calculus.
dx
F (x) is sometimes called the antiderivative of f (x).
In the previous course you learned how to integrate common functions and some rules of integra-
tion. Here is a reminder.
Integration: Common Functions and Integration Rules
General R Example R
f (x) f (x) f (x) f (x)
xn+1 x8
xn + C for n 6= 1 x7 +C
n+1 8
cos ax cos 5x
sin ax +C sin 5x +C
a 5
sin ax sin(2x)
cos ax +C cos(2x) +C
a 2
eax e4x
eax +C e4x +C
a 4
1 1 1 1
ln(ax + b) + C 3x2 ln(3x 2) + C
ax + b a 3
1 1 x 1 1 x
tan1 +C tan1 +C
a2 + x2 a a 16 + x2 4 4
1 x 1 x
sin1 +C sin1 +C
a x2
2 a 9 x2 3
10e5x 2e5x + C
R
g(x)dx g(x)dx
x3
x2 + cos x
R R
(g(x) + h(x)) g(x)dx + h(x)dx + sin x + C
3
d d
(f (x)) f (x) + C (sin 3x) sin 3x + C
dx dx
F17XB 14
Z
Example 1.28. Evaluate (4e2x + 9x2 ) dx.
Solution.
e2x x3
Z Z Z
2
(4e 2x
+ 9x ) dx = 4 e 2x
dx + 9 x2 dx = 4 + 9 + C = 2e2x + 3x3 + C
2 3
Z
Example 1.29. Evaluate (cos(E/8) + sin(E/2)) dE.
Solution.
sin(E/8) cos(E/2)
Z
(cos(E/8) + sin(E/2)) dE = + C = 8 sin(E/8) 2 cos(E/2) + C
1/8 1/2
Z 2
Example 1.30. Evaluate (6x2 2x) dx.
0
Solution. Z 2 2
(6x2 2x) dx = 2x3 x2 0 = (16 4) (0 0) = 12

0
5
3
Z
Example 1.31. Evaluate dV .
1 V
Solution.
5
3
Z
dV = [3 ln V ]51 = 3 ln(5) 3 ln(1) = 3 ln(5)
1 V
Z
Example 1.32. Evaluate 100ex dx.
0
Solution. Z
100ex dx = 100ex 0 = (0) (100) = 100
0
F17XB 15
1.6 Integration by Substitution

Some integrals cannot be determined by just using the standard integrals above. Instead we
have to combine the standard integrals and rules with some tricks. One trick is Integration
by Substitution (which is really the opposite of the chain rule). It is easiest the understand the
method by considering an example.
e2x+1 dx
R
Example 1.33. Find
Solution. Cant do this with the standard integrals and rules seen so far! Instead we can use
the following trick to change the problem into one we can do.
Trick: Introduce a new variable u, which is related to x by
u = 2x + 1.
Differentiating with respect to x gives

du
= 2.
dx
Re-arranging (regarding du and dx as symbols) gives
1
du = 2 dx and dx = du.
2
We then substitute the expressions for u and du into the original expression
u1 1
Z Z Z
2x+1
e dx = e du = eu du.
2 2
This is now a standard integral, and we have
1 1
Z
eu du = eu + C.
2 2
Finally we substitute again so our answer is in terms of x (as thats what we started with)
1 u 1
e + C = e2x+1 + C.
2 2
Summary: To apply the method of integration by substitution
1. Let u be some function of the original variable x.
du
2. Differentiate to find .
dx
3. Rearrange to get dx in terms of du.
4. Substitute into the original integral to get an integral only involving u.
5. Do integral.
6. Replace u by the function of x from Step 1 above in the answer.
How can you determine which substitution to make in Step 1?
Experience... ...which is gained from doing exercises!
Look for an expression and its derivative.
Just try something!

F17XB 16

Z
Example 1.34. Find x + 1 dx
2x
Z
Example 1.35. Find dx
x2 +1
du du
Solution. Let u = x2 + 1. Then = 2x so dx = . Therefore
dx 2x
2x 2x du 1
Z Z Z
2
dx = = du
x +1 u 2x u
Notice that the 2x term cancels on the top and the bottom. This is no accident. I chose u = x2 +1
because I noticed its derivative was 2x which was the other term in the expression. Continuing
the solution we get
1
Z
du = ln(u) + C = ln(x2 + 1) + C.
u
Z
Example 1.36. Find 6x2 cos(x3 ) dx.
e
ln(t)
Z
Example 1.37. Calculate dt
1 t
dx
Z
Example 1.38. Use the substitution sin = x to calculate .
1 x2
Solution. Differentiate both sides of sin = x with respect to x to get
d
cos = 1 and so dx = (cos )d.
dx
Then use x = sin to get
p p
1 x2 = 1 sin2 = cos2 = cos .
So
dx (cos ) d
Z Z Z
= = 1 d = + C = sin1 (x) + C.
1 x2 cos
Example 1.39. Use the substitution u = x/a (so that x = au) to calculate
dx
Z
.
a x2
2
Solution. We have dx = a du so
dx a du du x
Z Z Z
= = = sin1 (u) + C = sin1 +C
a2 x2 a 2 a 2 u2 1 u2 a
where we have cancelled the a, and used the result of the previous example.
F17XB 17
1.7 Integration by Parts

Another method for integration when standard rules cannot be used is Integration by parts.
If u(x) and v(x) are two functions then

Z Z
u(x) v (x) dx = u(x) v(x) u (x) v(x) dx.

The aim is that the integral on the RHS is simpler than the one on the LHS.
Derivation of integration by parts formula

To see how the integration by parts formula can be derived, we start by recalling the product rule
(for derivatives):
d
(u(x) v(x)) = u(x) v (x) + u (x) v(x).
dx
Integrating both sides then gives
d
Z Z
(u(x) v(x)) dx = (u(x) v (x) + u (x) v(x)) dx.
dx
Therefore Z Z

u(x) v(x) = u(x) v (x) dx + u (x) v(x) dx.
Re-arranging then gives the fact stated above:

Z Z
u(x) v (x) dx = u(x) v(x) u (x) v(x) dx.
We deal with the constants of integration from each indefinite integral by lumping them
together and one in once the final intgral is done.
To apply the method of integration by parts:
1. Identify u(x) and v (x). How? Gain experience by doing examples.

Z
2. Determine u (x) and v(x) = v (x) dx.

Z Z

3. Plug these into the formula u v dx = u v u v dx
4. Do remaining integral, remembering the constant of integration when it is indefinite.

Z
Example 1.40. Find ln(x) x dx
Solution. Let
u(x) = ln(x) and v (x) = x
so
1 x2
Z Z
u (x) = and v(x) = v (x) dx = x dx = (+C).
x 2
Thus
x2 1 x2 x2 1 x2 x2
Z Z Z
ln(x) x dx = ln(x) dx = ln(x) x dx = ln(x) + C.
2 x 2 2 2 2 4
F17XB 18
Z
Example 1.41. Find x sin(x) dx
In the previous example the choice
u = sin(x) and v = x
is bad since
x2
u = cos(x) and v=
2
so
x2 x2
Z Z
x sin(x) dx = sin(x) cos(x) dx
2 2
The integral on the RHS is more complicated than the original integral!
Z
Example 1.42. Find xex dx
Integrating by parts more than once

Sometimes it may be necessary to apply integration by parts twice (or even more!).
Z
Example 1.43. Find x2 cos(x) dx
Solution. We let
u = x2 and v = cos(x)
so
u = 2x and v = sin(x).
Therefore
Z Z Z
2 2 2
x cos(x) dx = x sin(x) 2x sin(x) dx = x sin(x) 2 x sin(x) dx.
The integral on the RHS can be done by applying integration by parts again! We did this in an
earlier example so we now get
Z
x2 cos(x) dx = x2 sin(x) 2(x cos(x) + sin(x)) + C = x2 sin(x) + 2x cos(x) 2 sin(x) + C.
F17XB 19
1.8 Integration using Partial Fractions

Partial fractions can be used to help integrate rational functions.
1. Write the rational function in terms of partial fractions.

1
Z
2. Integrate the simpler terms that come out. This usually involves du = ln(u) + C.
u
Example 1.44. Split the following expression into its partial fractions.
7x + 3
.
(x 1)(x + 4)
Solution. Begin by writing

7x + 3 A B
= + .
(x 1)(x + 4) x1 x+4
Multiplying both sides by (x 1)(x + 4) gives
7x + 3 = A(x + 4) + B(x 1).
Putting x = 1 leads to
7 1 + 3 = A (1 + 4) + B (1 1) = 10 = 5A = A = 2,
while putting x = 4 gives
7 (4) + 3 = A (4 + 4) + B (4 1) = 25 = 5B = B = 5.
Therefore
7x + 3 2 5
= + .
(x 1)(x + 4) x1 x+4
7x + 3
Z
Example 1.45. Use partial fractions to find dx.
(x 1)(x + 4)
7x + 3 2 5
Z Z Z
Solution. From above dx = dx + dx
(x 1)(x + 4) x1 x+4
and the integrals on the Zright hand side Zare standard Z(in the tables).
2 2 1
Setting u = x 1 gives dx = du = 2 du = 2 ln(u) + C = 2 ln(x 1) + C,
xZ 1 uZ u
5 5 1
Z
while setting u = x + 4 gives dx = du = 5 du = 5 ln(u) + C = 5 ln(x + 4) + C.
x+4 u u
Hence
7x + 3
Z
dx = 2 ln(x 1) + 5 ln(x + 4) + C.
(x 1)(x + 4)
3
Z
Example 1.46. Find dx.
x(x + 3)
F17XB 20
1.9 Area Under a Curve

Integration has many applications. One of them is working out areas (and later on volumes).
The area under the graph of positive function f (x) between x = a and b is given by
Z b
Area = f (x) dx
a
To understand how these applications arise it can help to think about integration as a form of
summation. Consider the area under the graph of the piecewise constant function (i.e. made up
of constant chunks).
f(x)
4

2 1 0x<2
f (x) = 4 2x<3
2 3x6

1
2 3 6 x
Using simple geometry, the area between this function and the x-axis for x between 0 and 6 is:
Area = (Area of 1st rectangle) + (Area of 2nd rectangle) + (Area of 3rd rectangle)
= 1 2 + 4 1 + 2 3 = 12.
On the other hand f (x) is a function so its Area is given by the definite integral from the definition
at the top:
Z 6 Z 2 Z 3 Z 6
Area = f (x) dx = 1 dx + 4 dx + 2 dx = 2 + 4 + 6 = 12.
0 0 2 3
They agree!
Areas under functions can be approximated by rectangles. Using narrower rectangles (hence
more of them) usually gives a better approximation. We can think of the case where we make the
rectangles narrower and narrower and eventually get to the exact integral.
f(x) a b x
f(x)
a b x
F17XB 21
Example 1.47. What is the area under the graph of y = sin(x) between x = 0 and x = /2?
Solution. We have
R /2
Area = 0 sin(x) dx
/2
= [ cos(x)]0 = cos(/2) ( cos(0)) = 0 (1) = 1.
Curves above and below the x-axis

If the curve is below the line the integral will be a negative number. To get the area (which must
be positive) we must change the sign.
Z b
Hence if f (x) 0 : f (x) dx = area between f (x) and the x-axis.
a
Z b
Hence if f (x) 0 : f (x) dx = area between f (x) and the x-axis.
a
Some functions cross the x-axis and then we have to split the region/integral into parts that are
all above and all below and work out the areas for each part separately.
Example 1.48. Find the area between y = sin(x) and the x-axis for x between 0 and 2.
f(x) f(x) = sin(x)
2
x
Solution. We need to split the integral into two parts, A and B.

Area of part A is
Z
sin(x) dx = [ cos(x)]0 = cos() ( cos(0)) = 2
0
Area of part B is
Z 2
sin(x) dx = [ cos(x)]2
= cos(2) (cos()) = 2

The required Area = Area of part A + Area of part B = 4
NOTE: If we had calculated the integral between 0 and 2 we would not get the correct answer.
Z 2
sin(x) dx = [ cos(x)]2
0 = cos(2) ( cos(0)) = 0
0
This highlights the importance or sketching the function before calculating an area.
F17XB 22
Example 1.49. What is the area bounded by the graph of y = (x 1)(x 2) and the coordinate
axes?
f(x) = (x1)(x2)
f(x)
B x
1 2
Area between two graphs

Sometimes we wish to find the area enclosed between two graphs. We can do this by subtracting
the area of a smaller region from the area of a large region.
Example 1.50. Find the area enclosed by the graphs of y = x2 and y = x.
f(x) f(x) f(x)
A B
C
1 x 1 x 1 x
Solution.
We want to calculate the area of A. We notice that
Area of A = (Area of B) (Area of C)
To determine the areas we need to determine the relevant interval for x to integrate over. To do
this we must determine where the graphs intersect. In our case we need
x2 = x = x = 0 or x = 1
Therefore R1 R1 2
Area between graphs = 0 x dx 0 x dx
R1 2
= 0 (x x ) dx
h 2 i1
x x3 1 1 1
= 2 3 0 = 2 3 (0 0) = 6.
F17XB 23
Example 1.51. What is the area bounded by the graphs of y = x2 and y = x3 , and the lines
x = 0 and x = 2?
f(x)
1 2 x
1.10 Average Value of a Function

There are many examples where you might want to take the average of a varying quantity; average
temperature during the day, average speed during a car journey, etc. How can these quantities
be calculated?
The average value of a function f (x) over the interval a x b is given by

b
1
Z
f (x) dx.
ba a
Consider this function again:
f(x)
4

2 1 0x<2
f (x) = 4 2x<3
2 3x6

1
2 3 6 x
The average must take into account the height and the widths of the rectangles. Here there are
2 unit lengths of height 1, 1 unit length of height 4 and 3 units lengths of height 2. We need to
normalise by the total length as well. By simple geometry:
12+41+23 12
Average value = = = 2.
6 6
Using the formula at the start of this subsection
1 6
Z 2 Z 3 Z 6
1 1 1
Z
Average value = f (x) dx = 1 dx + 4 dx + 2 dx = (2 + 4 + 6) = 12 = 2.
6 0 6 0 2 3 6 6
It works!
F17XB 24
Why does this work?

a1 + ... + aN
The average value of a set of numbers, a1 , a2 , ...aN =
N
Whats the average value of a function f (x) for a x b ?
Divide the interval [a, b] into equal subintervals.
ba
a = x1 < x2 < ... < xN = b and let x = be the width of the subinterval.
N
Then average value of
f (x1 )+f (x2 )+...+f (xN ) f (x1 )+f (x2 )+...+f (xN )
f (x) N = ba
ba N
1 ba ba

= ba f (x1 ) N + ... + f (xN ) N
1 PN Rb
= ba limx0 i=1 f (xi )x b 1 a a f (x) dx
Example 1.52. What is the average value of sin() for 0 10?
f(x)
Solution. From the graph we would expect the average to be 0. Using the formula we get
1
R 10
Average value = 10 0 sin() d
= 10 [ cos()]10
1
0
1
= 10 (1 (1))) = 0.
Example 1.53. Rectification transforms an AC voltage V (t) = V0 sin(t) (with amplitude V0 > 0
and angular frequency ) into the all positive rectified voltage VR (t) = V0 | sin(t)|. This is then
fed into a smoothing circuit to produce a DC output which is the average of the rectified voltage
over complete cycles. Find the DC output voltage VDC .
rectified voltage Vo |sin( t)|

AC voltage Vo sin( t)
Vo
0.5 Vo
0
0.5 Vo
Vo
0 / 2/ 3/ 4/ 5/
time t
F17XB 25
Example 1.54. A 2m long metal rod is heated resulting in a temperature T (x) C at a position
x metres from the end where
75
T (x) = .
(x + 1)2
What is the average temperature of the rod?
Example 1.55. The amount of radioactive material after t hours in a sample is given by R(t) =
105 e(t/10) . Find the average value of R(t) over (i) the first 24 hours and (ii) the first and last
hour of this period. Work to three significant figures.
Solution.
1
R 24 5 (t/10)
Average over 24 hr = 24 0 10 e dt
10 5 24 5
(t/10) = 10 (10e0 )] = 3.79 104
2.4
= 24 10e 0 24 [10e
Root mean squared (RMS) average value
The root mean squared average value (RMS) is often used with oscillating quantities like voltage
and current, but it has a general definition valid for all functions. For the function f (t) the RMS
average over the interval from t = a to t = b is defined by
s
Z b
1
RMS = f (t)2 dt.
ba a
For oscillating functions, the RMS value is usually defined over a complete cycle.
Example 1.56. Work out the RMS value for f (t) = sin t for t between 0 and 2. This is one
complete cycle of sin t. You might find the trig identity cos(2t) = 1 2 sin2 (t) useful.
Solution. The integral under the square root is

Z 2 Z 2
1 2 1 (1 cos(2t))
sin (t)dt = dt
2 0 2 0 2
2
1 t 1 1 1
= sin(2t) = [( 0) (0 0)] =
2 2 4 0 2 2

so that the RMS value = 1/ 2. (Remember the square root.)
F17XB 26
1.11 Curve Length

What is the distance along a curve between two points?
The length of the curve y = f (x) between x = a and x = b is

Z b p
1 + (f (x))2 dx
a
Why does this work? Let us start with a simplified example where the curve is a straight line.
Example 1.57. What is the length of the curve defined by f (x) = 2x 1 between x = 1 and
x = 3?
f(x)
f(3)=5
f(1)=1
1 3 x
Solution. Using simple geometry we have

p p p
Length = ((3) (1))2 + (f (3) f (1))2 = 22 + (5 1)2 = 4 + 42 = 20 = 2 5.
Now use the formula at the top. We have f (x) = 2x 1 between x = 1 and x = 3 and f (x) = 2,
Z 3p h i3
so answer is 1 + 22 dx = 5x = 3 5 5 = 2 5. Same as before.
1 1
What about when the curve is not a straight line?

To see why the formula works we subdivide the interval into N equal parts a = x1 < x2 < ... <
xN = b and so split the curve into N segements.
We approximate the curved region in each segement by the straight line joining them.
Length of curve between (xi , f (xi )) and (xi+1 , f (xi+1 )) is
p
= (xi+1 xi )2 + (f (xi+1 ) f (xi ))2
Now we apply a trick. We use the fact that f (xi+1 ) f (xi ) f (xi )x, where x = xi+1 xi is
the width of the strips.
Then, length of curve between (xi , f (xi )) and (xi+1 , f (xi+1 )) is
p p
= (x)2 + (f (xi )x)2 = 1 + (f (xi ))2 x.
F17XB 27
Hence the total length of the curve is

Xp Z bp
= 2
1 + (f (xi )) x
1 + (f (x))2 dx
i a
as we make N bigger and bigger, and hence each segment closer and closer to the actual curve.
3
Example 1.58. Find the length of the curve f (x) = x 2 between x = 0 and x = 1. Work to three
significant figures.
Example 1.59. The cable which is strung between the two supports of the main span on the
Forth Road Bridge is approximately in the shape of a Catenary Curve. This is the shape that
a chain hangs in between two supports. The supports are 1006m apart, and the cable is at height
0 in the middle and height 90m at the supports. The height of the cable is then
h(x) = a cosh(x/a) a, a = 1400m
where x = 0 is the middle of the span, and x = 503m are the two ends. What is the length of
the cable?
100
80
height (m)
60
40
20
0
600 400 200 0 200 400 600
distance from midpoint (m)
Example 1.60. Find the length of the curve defined by f (x) = 3 3x2 between x = 1 and
x = 1.
This looks like it shouild be easy since it is just a parabola, but you end up with a difficult
integral in the form (with a > 0)
xp 1
Z p
1 + a2 x2 dx = 1 + a2 x2 + sinh1 (ax) + C
2 2a
which can be found in more advanced tables of integrals, or by using a computer calculus package
like Maple. [Solution in lecture.]
F17XB 28
1.12 Solving Differential Equations: Separable Variables Method

We can solve a particular type of first order differential equations using integration. These are
called separable or variable separable 1st order ODEs, and they look like
dy
= (function only of x) (function only of y).
dx
For example
dy ex 1
= = ex .
dx y y
Here we can separate the variables and write
y dy = ex dx
and so if we integrate both sides we get
y2
Z Z
y dy = ex dx + C1 = ex + C2 y = 2ex + 2C2 2C1
p
2
and so, lumping arbitrary constants 2C2 2C1 into arbitrary constant C,

y = 2ex + C.
We only really need to add a constant C for one of the integrals as they will always combine as
in the example above.
Find C? If we are given some additional information we can find the value of C.
Suppose y = 3 when x = 0 which is often written as y(0) = 3.

Then in the example above 3 = 2e0 + C 9 = 2 + C C = 7

Then the solution is y = 2ex + 7
Example 1.61. Find the solution to the differential equation

dy
= 2y , y(0) = 2
dt
Example 1.62. We derived the differential equation for the concentration y(t) in a particular
chemical reaction in Example 1.24 earlier in the course. We had
dy
= ky 3 , with y(0) = 1
dt
where k > 0 is the rate constant. Find the solution y(t).
Solution. The equation is separable.

dy 1
= ky 3 dy = kdt.
dt y3
Integrate both sides to get
1 1
Z Z
dy = (k)dt = kt + C.
y3 2y 2
F17XB 29
At t = 0 we have y(0) = 1 and so

1
= C.
2
Rearrange to get y:
1 1 1 1
2
= kt = 2kt + 1 y2 = y = (1 + 2kt)1/2
2y 2 y2 2kt + 1
as we claimed in Example 2.9.
Example 1.63. An initial charge V0 on a capacitor of capacitance C is allowed to discharge

through a resistor of resistance R. Using the equations
dV
I = V /R I = C
dt
where I is current and V is voltage, derive the equation describing how the voltage changes with
time and solve it for V (t), assuming that C and R are constants.
F17XB 30
1.13 Numerical Integration: the Trapezium/Trapezoidal Rule

Sometimes it is not easy (or even possible!) to obtain the exact value of
Z b
f (x) dx.
a
For example, this might occur when:
All the other methods we know dont work or are too hard.
Only observed experimental values of f (x) are known.
In such cases we need methods for obtaining numerical approximations to definite integrals. We
already have one way of obtaining numerical approximations! Recall that definite integrals in
general were defined using definite integrals of piecewise constant approximations...which could
be computed numerically! The problem with this method is that its inefficient; we need to divide
the interval into many (maybe 1000s) of sections to get accurate values. In this Chapter well
discuss a somewhat better method.
f(x)
f(x)
a b x a b x
Figure: Approximtaing an integral using rectangles (left) and trapeziums (right).

Rb
Recall a f (x) dx can be approximated using rectangles. Clearly this can cause inaccuracies
unless the width of the rectangles is very small (which means having a lot of rectangles). A better
approximation can be found using trapeziums (joining the points with a straight line).
Area of the triangle, T = 12 x(y2 y1 )

Area of rectangle, R = xy1
y1 y2
Area of trapezium = 12 x(y2 y1 ) + xy1 = 12 x(y2 + y1 )
x
Z b
Now we approximate f (x) dx using trapeziums.
a
We divide the interval a x b into n equal parts a = x0 < x1 < ... < xn = b and approximate
the area under the curve in each subinterval with a trapezium.
1 ba
Area of each trapezium = (f (xi ) + f (xi+1 ))
2 n
F17XB 31
Area under curve Sum of areas of trapeziums
= 12 (f (x0 ) + f (x1 )) ba 1 ba 1 ba

n + 2 (f (x1 ) + f (x2 )) n + + 2 (f (xn1 ) + f (xn )) n
= ba
1 1

n 2 f (x0 ) + f (x1 ) + f (x2 ) + + f (xn1 ) + 2 f (xn )
The trapezium or trapezoidal rule approximation is given by the following expression
b
(b a) 1 1
Z
f (x) dx f (x0 ) + f (x1 ) + . . . + f (xn1 ) + f (xn ) .
a n 2 2
Note the factors of 1/2 at each end and the approximation symbol .
Example 1.64. Approximate this integral on N equal strips using the Trapezoidal rule and the
rectangular rule. Which works better?
Z /2
sin(x)dx.
0
Solution. See table.

N Trapezoidal Rule Rectangular Rule
1 0.7853981634 0
2 0.9480594490 0.5553603673
4 0.9871158010 0.7907662601
8 0.9967851719 0.8986104015
16 0.9991966805 0.9501092953
32 0.9997991943 0.9752555017
64 0.9999498001 0.9876779538
128 0.9999874501 0.9938515270
256 0.9999968625 0.9969289010
512 0.9999992156 0.9984652348
1024 0.9999998039 0.9992328135
N approx 1 1
exact 1
Clearly the Trapezoidal Rule is giving a closer answer for less effort (i.e. for smaller N ). For
example the error is less than 0.1% for N = 16 with the Trapezoidal Rule, but it takes N = 1024
with the Rectangular Rule to achieve the same accuracy. Saves a factor of 1024/16 = 64 in work.
Example 1.65. Let f (x) = x2 + 1. Use the trapezium rule with 5 strips to estimate
Z 2
f (x) dx.
1
ba
Solution. Here a = 1, b = 2 and n = 5 so = 0.2
n
Making a table of values (to 2 d.p.) gives
i 1 1.2 1.4 1.6 1.8 2

f (xi ) = x2i + 1 2 2.44 2.96 3.56 4.24 5
F17XB 32
Therefore the trapezium rules gives

R2
21 1
1 f (x) dx 5 2
[f (1) + f (2)] + f (1.2) + f (1.4) + f (1.6) + f (1.8)

1 1
= 5 2 [2 + 5] + 2.44 + 2.96 + 3.56 + 4.24
= 3.34
We could have considered this example using a piecewise function. Then

R2
21
1 f (x) dx 5 f (1) + +f (1.2) + f (1.4) + f (1.6) + f (1.8)
= 15 (2 + 2.44 + 2.96 + 3.56 + 4.24)
= 3.04
Of course for this simple example we can obtain the integral exactly.
2 2
x3

8 1 1
Z
f (x) dx = +x = +2 + 1 = 3 = 3.3333...
1 3 1 3 3 3
Thus it can be seen that the trapezium rule gives a much better approximation than the piecewise
constant approximation with the same number of sections/strips!
Example 1.66. Let f (x) = x ln(x). Use the trapezium rule with 4 strips to estimate
Z 3
f (x) dx.
1
Example 1.67. A cycling child checks the speed (in km/h) on her speedometer at the following
times (in mins)
t (mins) 1 1.5 2 2.5 3

f (x) = speed (km/h) 10 14 16 18 14
The child wants to know how far she has cycled. Since distance is the area under a graph of speed
versus time, the distance will be the following integral (noting that the times must be converted
to the correct units (hours)).
Z 3
60
f (x) dx
1
60
Use the trapezium rule to estimate this integral.

A Tutorial Exercises on Differentiation and Integration
A.1 Tutorial Exercises

Tutorial Exercises for Section 1.1
9
1. Find f (x) if : (a) f (x) = 6x3 , (b) f (x) = , (c) f (x) = 5x5 + 4x2 + 7
x4
2. Find s (t) if : s(t) = 5t2 + 10t + 25
2 3x
3. Find f (x) if : (a) f (x) = (x3 + 3x)6 , (b) f (x) = e4x , (c) f (x) = cos(5x + 3)
4. Find f (x) if : (a) f (x) = 2x2 ln(3x3 ) , (b) f (x) = 6x3 ex , (c) f (x) = sin x cos x
3x x2
5. Find f (x) if : (a) f (x) = (b) f (x) = (c) f (x) = tan x
x3 1 + ex

1. Find the Maclaurin series for 1 + x up to the x2 term.
2. Find the Maclaurin series for ln(1 + x) up to the x3 term.
3. Find the Maclaurin series for cos x up to the x4 term.
4. Find the Maclaurin series for ln(1 + ex ) up to the x2 term.
5. The restoring force on a pendulum is given by F = mg sin . If m = 1kg, g = 10ms2 and

= 0.1 radians determine F using the formula and when the small angle approximation for sin
is used.
6. Find the Taylor series expansion of ln x about x = 1 up to terms in x3 .
7. Find the linear approximation of the function cos x for x near /2.
8. Find the Taylor series expansion of cos x up to terms in x3 for x near /2.
9. Find the linear approximation of the function x3 + ln x for x near 2.
10. The radius of a (spherical) star was r = a and was observed to increase by 0.01%. Use
linear approximation to estimate the percentage its surface area increases by.

11. Estimate the values 82 and 80 using linear approximation. How good are these

approximations? Hint: set f (x) = x and a = 81.
12. A 100m long pipe of diameter 4m is covered by insulation hm thick and then buried
underground in soil. Use linear approximation to estimate how much extra soil is displaced by
the insulation.
13. To keep costs down in the previous question we are only allowed to displace an extra 100m3
of soil by adding the insulation. Use linear approximation to estimate the maximum thickness
allowable.
1. A variable rectangle has a constant area of 49. Find the lengths of the sides when the
perimeter is a minimum.
2. A rectangular block has a square base. Its total surface area is 150.
75x x3
(a) If the base length is x , show that the volume V of the block is V =
2
(b) Find the dimensions of the block if the volume is a maximum.
3. An open box is to be made with a square base. The volume of the box is 32 cm3 . Find the
dimensions of the box if the surface area of the box is a minimum.
4. A rectangular box-shaped house is to have a square floor. Four times as much heat per
square metre is lost through the roof as through the walls: no heat is lost through the floor. The
house has to enclose 2000 cubic metres. Find the dimensions of the house so as to minimise heat
loss.
5. A rectangular field is to be fenced off along a road. The fence along the road costs 3 pounds
per metre while on the other sides it costs 2 pounds per metre. Calculate the maximum area that
can be fenced off for 400 pounds.
6. The cost per hour of running a train is proportional to 100 + v 2 /36 where v (in mph) is the
average speed of the journey. Find the speed v that makes the trip from Edinburgh to London
cheapest, assuming that the distance is 400 miles.
7. During essential maintenance work, an average speed limit is imposed in the previous
question and the maximum average speed allowed is v = 50 mph. Find the optimal speed for the
cheapest trip in this case.
8. The price P (in ) that a specialised component can be sold for depends on the average
number x manufactured each day. Note that the average number x need not be a whole number.
The process requires at least 1 to be made each day, and there is capacity to make up to 10. The
relationship between price and average number per day is found to be
P (x) = 500 x3 72x + 15x2 .
The turning points of this function are at x = 4, 6. Use the second derivative test on each to
determine if it is a local maximum or minimum. State the allowable range for x, find the values
of x where the global maximum and minimum occur and state clearly what the global maximum
and minimum prices are.
1. In a certain chemical reaction, the concentration y(t) of a substance is deceasing at a rate

proportional to the square of its value at that instant. If k > 0 is the constant of proportionality,
obtain the differential equation satisfied by y(t).
C dy
2. Verify that y = 2 + is a solution of t + y = 2 where C is a constant.
t dt
Hence find the solution with y = 7 when t = 3 .
3. The velocity y(t) of a particle moving in a resisting medium satisfies the differential equation
dy
= t y
dt
Verify that the solution with y(0) = 5 is y(t) = 1 t + 4et .
4. The height y(t) of a tank of water which is being drained satisfies the differential equation
y (t) = 16 y(t) . Verify that the solution with y(0) = 1 is y(t) = (1 8t)2 .
p
5. In an electric circuit, the current y(t) satisfies the differential equation
dy
=Ey
dt
where the applied voltage E is a constant. Verify that the solution with y(0) = 0 is y(t) =
E(1 et ) . What is the value of the current for large t ?
6. A hard-boiled egg is put in a basin of water whose temperature is 18 C . The temperature

of the egg at time t is y(t) , and y(t) is decreasing at a rate proportional to y(t) 18 .
If k > 0 is the constant of proportionality, obtain the differential equation satisfied by y(t) .
Verify that y(t) = 18 + Cekt is a solution where C is a constant. Hence find y(t) if the initial
temperature of the egg is 98 C .
dy
7. Verify that y = t ln t + Ct is a solution of t = t + y where C is a constant. Hence find
dt
the solution with y = 5 when t = 1 .
d2 y
8. Verify that y(t) = A sin(2t) + B cos(2t) is a solution of = 4y for all choices of A and
dt2
B. Find the values of A and B to satisfy the initial conditions y(0) = 7, y (0) = 3.

Z Z Z
3
1. Evaluate 2x3 16x dx 2. Evaluate (e + 3) d 3. Evaluate x 2 dx
2 2 4
1
Z Z Z
4. Evaluate 4x3 2x dx 5. Evaluate sin d 6. Evaluate dx
1 1 2x

1
Z
7. Evaluate dx
1 x2
1.Z Use the given substitution to Zfind each of the following indefinite integrals.
Z
9 3
a. (x + 7) dx; u = x + 7 b. sin(2 4) d; u = 2 4 c. x2 ex dx; u = x3
x
Z Z
3
d. sin (5t) cos(5t) dt; u = sin(5t) e. dx; u = x2 + 1
x 2+1
ln(x)
Z Z
15x
f. e dx; u = 1 5x g. dx; u = ln(x)
x
2.Z Use a substitution Zto find each of the following
Z indefinite integrals.
Z
5 2 4x5 2
a. (x 3) dx b. sin( + 4) d c. e dx d. xe2x dx
x 2x + 1 cos(x)
Z Z Z Z
3
e. cos (t) sin(t) dt f. dx g. dx h. dx
1 x2 2
x +x+1 sin4 (x)
3. Evaluate the following definite integrals.

Z 1 Z 2 Z /2 e2
1
Z
2 x3 7
a. x e dx b. (2x + 4) dx c. x cos(x2 ) dx d. dx
0 1 0 e x ln(x)
1.Z Find the following using integration by parts with

Z the given u and v.
a. (4 2x) sin(x) dx; u = 4 2x, v = sin(x) b. te4t dt; u = t, v = e4t
2.Z Find the followingZusing integration byZ parts

a. x sin(2x) dx b. x3 ln(x) dx c. xe3x1 dx
3.Z Use your results from

Z 3question 2 to determine the following definite integrals.
Z 2
a. x sin(2x) dx b. x3 ln(x) dx c. xe3x1 dx
0 2 1
Z 2
4. Apply integration by parts twice to evaluate x2 ex dx
0
1.Z Use partial fractions to find

Z the integrals below. Z
1 13x 4 1
a. dx b. dx c. dx
(2 + 2x)(x 3) 6x2 x 2 x2 2x 3
2.Z Evaluate the following integrals.

2 Z 4 2
1 2x + 3 1
Z
a. dx b. dx c. dx
1 (1 + x)(3 + x) 0 (x + 3)(2x + 5) 1 x2 + 2x
1. Find the area under the graph of f (x) in the given range for each of the following examples.
(i.) f (x) = x2 + 1; 1 x 3 (ii.) f (x) = sin(x); 0 x
(iii.) f (x) = cos(2); 0 /4 (iv.) f (x) = (1 + x)4 ; 2 x 1

(v.) f (x) = x; 1 x 4 (vi.) f (x) = e2x + e2x ; 0 x 1
1
(vii.) f (x) = 1+x2
; 1x3
x2
2. What is the area bounded by the graph of f (x) = x ; 1 x 4 and the coordinate axis?
3. Find the area enclosed by the given functions.

(i.) f (x) = 2x2 and g(x) = 4x (ii.) f (x) = x2 and g(x) = x + 2
(iii.) f (x) = 10 x2 and g(x) = x2 + 2 (iv.) f (x) = x4 and g(x) = x2
4. Find the area enclosed by the given bounds.

(i.) y = 0, y = 3, x = 2, x = 4 (ii.) y = x2 , y = x5 , x = 0, x = 1
(iii.) y = 5ex , y = x3 , x = 1, x = 4 (iv.) y = cos(x), y = sin(x), x = 0, x = /4
1. Without using integrals, but by looking at the graph, try to guess the average value over
the given interval of each of the functions below.

0, 0 x < 1
(i.) f (x) = (ii.) f (x) = x; 0 x 2
1, 1 x 2
(iii.) f (x) = sin(x); 0 x 2 (iv.) f (x) = x3 ; 1 x 1
2. Calculate (using integration) the average value of each of the functions below on the given
interval.
(i.) f (t) = t2 ; 1 t 3 (ii.) f (t) = t2 ; 2 t 5
(iii.) f (t) = 1 + t; 0 t 2 (iv.) f (x) = 2x; 1 x 1
1
(v.) f (x) = x3 ; 1x3 (vi.) f (t) = t2
; 3 t 2
3. A 3m metal beam has temperature T (x) at a point x metres from one end where T (x) =
40 + 6x. Find the average temperature along the beam.
4. A racing car finishes a race in 3654 seconds. During the race the on board computer has
stored the speed v(t) at each time t. Give an expression (involving an integral) of the average
speed throughout the race.
5. During a 2 hour experiment a bacterial colony has size 20et/90 at a time t minutes into the
experiment. Find the average number of bacteria present (i) in the last hour of the experiment
and (ii) in the last 15 minutes of the experiment.
1. Find the length of each of following curves.

(i.) f (x) = 4x; 1x3 (ii.) f (x) = 23 x3/2 ; 0x5
1 2 1
(iii.) f (x) = 3 (x + 2)3/2 ; 0x3 (iv.) f (x) = 3 cosh(3x); 2 x 2
x3 1 1 1 1 2
(v.) f (x) = 3 + 4x ; 1 x 3 Hint: use that fact that x4 + 16x4
+ 2 = (x2 + 4x2
)
2. Use integration to determine the circumference of a circle of radius r.
dy 4x dy 2x3 dy
1. = 2 , y(0) = 1, 2. = , y(2) = 4 3. = 3y, y(0) = 4
dx y dx y dt
dy
4. = x2 y 3 , y(1) = 1;
dx
5
1
Z
1. Use the trapezium rule with 3 strips to estimate the value of dx.
2 x
Z 2p
2. Use the trapezium rule with 4 strips to estimate the value of 4 x2 dx.
0
2
ex
Z
3. Use the trapezium rule with n = 2, 4, 8 strips respectively to estimate the value of dx.
1 x
4. The table below gives the values of a function f (x) for certain values of X. Use the trapezium
Z 4
rule to estimate f (x) dx.
1
x 1.0 1.5 2.0 2.5 3.0 3.5 4.0

f (x) 4.8 4.0 3.6 3.1 2.5 1.9 1.2
5. An experiment yields the following table of values for a function g(x).
x 2.0 2.5 3.0 3.5 4.0

g(x) 9.8 9.3 8.9 8.6 8.2
Z 4
The experimenter is interested in the quantity g(x) dx. Use the trapezium rule to estimate
2
this.
A.2 Answers to Exercises
Answers to Exercises for Section 1.1

36
1. (a) 18x2 , (b) 5 , (c) 25x4 + 8x
x
2. 10t + 10
2
3. (a) 6(x3 + 3x)5 (3x2 + 3) , (b) (8x 3) e4x 3x , (c) 5 sin(5x + 3)
4. (a) 4x ln(3x3 ) + 6x , (b) 18x2 ex + 6x3 ex (c) cos2 x sin2 x
9 (2x) (1 + ex ) (x2 ) (ex )
5. (a) , (b) , (c) sec2 x
(x 3)2 (1 + ex )2
x x2 x2 x3 x2 x4
1. 1 + 2. x + 3. 1 +
2 8 2 3 2 24
x x 2
4. ln 2 + + 5. 0.998 and 1 6. (x 1) 21 (x 1)2 + 31 (x 1)3
2 8
7. /2 x 8. (x /2) + (x /2)3 /6 9. ln 2 17 + 12.5x
10. 0.02% 11. 9+1/18, 9-1/18 12. 400h m3 13. h 1/(4) 0.0796m.
1. 7 by 7 2. 5 by 5 by 5 3. 4 by 4 by 2
4. 10 by 10 by 20 5. 2000 6. 60 mph 7. 50 mph
8. x = 4 local min., x = 6 local max., 1 x 10, x = 1 global max., x = 10 global min.
15
1. y = ky 2 2. y = 2 +
t
dy
5. E 6. = k(y 18) . 18 + 80ekt
dt
7. t ln t + 5t 8. B = 7, A = 3/2
1 2 5
1. x4 8x2 + C 2. e + 3 + C 3. x 2 + C 4. 12 5. 2 6. ln(2) 7. 1
2 5
10 3
1. (a)
1/10 (x + 7) + C, (b) 1/2 cos(2 4) + C, (c) 1/3 ex + C, (d) 1/20 (sin(5 t))4 + C,
2
(e) x2 + 1 + C, (f ) 1/5 e15 x + C, (g) 1/2 (ln(x)) + C.
2
2. (a) 1/6 (x 3)6 + C, (b) 1/2 cos(2 + 4) + C, (c) 1/4 e4 x5 + C, (d) 1/2 e2x + C,
(e) 1/4 (cos(t))4 + C, (f ) 1 x2 + C, (g) ln(x2 + x + 1) + C, (h) 1/3 (sin(x))3 + C.
3. (a) 0.573 to 3 d.p., (b) 943600, (c) 0.312 to 3 d.p., (d) 0.693 to 3 d.p.

1. (a) 4 cos(x) 2 sin(x) + 2 x cos(x) + C, (b) 1/4 te4 t 1/16 e4 t + C.
2. (a) 1/4 sin(2 x)1/2 x cos(2 x)+C, (b) 1/4 x4 ln(x)1/16 x4 +C, (c) 1/9 (3 x 1) e3 x1 +C.
3. (a) /2, (b) 15.412 to 3 d.p., (c) 80.808 to 3 d.p.
4. 2e2 2 = 12.778 to 3 d.p.

1. (a) 1/8 ln(2 + 2x) + 1/8 ln(x 3) + C, (b) 3/2 ln(2 x + 1) + 2/3 ln(3 x 2) + C,
(c) 1/4 ln(1 + x) + 1/4 ln(x 3) + C.
2. (a) 0.0912 to 4 d.p., (b) 0.6309 to 4 d.p., (c) 0.2027 to 4 d.p.

1. (i) 32/3, (ii) 2, (iii) 1/2, (iv) 33/5, (v) 14/3, (vi) 3.627 to 3 d.p., (vii) 0.464 to 3 d.p.
2. 1
3. (i) 8/3, (ii) 9/2, (iii) 64/3, (iv) 4/15.
4. (i) 6, (ii) 1/6, (iii) 195.65 to 2 d.p., (iv) 0.414 to 3 d.p.

1. (i) 1/2, (ii) 1, (iii) 0, (iv) 0.
2. (i) 13/3, (ii) 13, (iii) 2, (iv) 0, (v) 10, (vi) 1/6.
3. 49 R
1 3654
4. 3654 0 v(t)dt
5. (i) 55.38 to 2 d.p., (ii) 69.89 to 2 d.p.

1. (i) 8.246 to 3 d.p., (ii) 9.131 to 3 d.p., (iii) 12, (iv) 134.5 to 1 d.p., (v) 53/6.

1. y = (6x2 + 1)1/3
2. y = x2 . 3. y = 4e3t r
1 2x 3 5 3
4. 2 = + or y =
y 3 3 5 2x3
1. 0.92, 2. 2.996 to 3 d.p., 3. 3.097, 3.069, 3.061.
4. 9.05, 5. 17.9

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F17XB Mathematics for Engineers and Scientists 2

Department of Mathematics 20162017

A Tutorial Exercises on Differentiation and Integration 33

1 Differentiation and Integration

1.1 Differentiation Revision: Chain, Product and Quotient Rules

Differentiation: Common Functions and Rules

Example 1.1. Find the derivative of (x3 4x)5 .

Example 1.2. Find the derivative of y = ln(9x2 + 2) .

It is easiest to see how the product rule works in examples.

Example 1.3. Find the derivative of y = x3 sin x .

Example 1.4. Find the derivative of y = 3x2 ln 3x .

It is easiest to see how the quotient rule works in examples.

1.2 Maclaurin and Taylor Series Approximations of Functions

1.2.1 Maclaurin series (including small angle approximation)

f (0) 2 f (0) 3 f (4) (0) 4 f (5) (0) 5

Trig function approximation always work in radians

Substituting x = 0 and using sin 0 = 0 , cos 0 = 1 we have

f (0) = 0 f (0) = 1 f (0) = 0 f (0) = 1 f (4) (0) = 0 f (5) (0) = 1

then plug these values in to the series to get the result.

Small angle approximations always work in radians

1.2.2 Taylor series

f (a) f (a) f (4) (a)

1.2.3 Linear approximation, small variations and errors

f (x) f (a) + f (a)(x a).

Solution. In the formula, a = 1 and

Small variations and errors

Relationship between errors when x a:

change in f f (a) change in x.

Relationship between % errors:

So the % change in volume is approximately 3%.

1.3 Optimisation: Stationary Points, Maxima/Minima and Modelling

Stationary points local maxima and minima

Second derivative test for local maxima and minima:

if f (c) = 0 and f (c) < 0 then x = c is a local maximum.

if f (c) = 0 and f (c) > 0 then x = c is a local minimum.

if f (c) = 0 and f (c) = 0 then use method from previous course.

Global and local maxima and minima

a local maximum if f (x) f (c) for all x near c

a local minimum if f (x) f (c) for all x near c

a global maximum if f (x) f (c) for all allowable values of x

a global minimum if f (x) f (c) for all allowable values of x.

all the local extrema

the ends of the interval (i.e. f (a) and f (b))

Solution. In the Figure we see that

there are local minima at B and D

there are local maxima at A and C

there is a global minimum at B (which is also a local minimum)

there is a global maximum at E where x = 25 and it looks like f (25) 6= 0.

Example 1.16. Locate the extrema in the plots below.

Modelling and optimisation examples

1.4 Modelling and Verification of Solutions in Differential Equations

First order differential equations

y(t) = (2kt + 1)1/2

Find T such that y(T ) = 1/2 .

Second order differential equations

Solution. Plug in t = 0 to get

y(0) = A cosh 0 + B sinh 0 = A = 1

y (t) = 5A sinh(5t) + 5B cosh(5t) so that y (0) = 5A sinh(0) + 5B cosh(0) = 5B = 2.

Hence A = 1, B = 2/5 and y = cosh(5t) + 0.4 sinh(5t).

1.5 Revision of Integration

Integration: Common Functions and Integration Rules

1.6 Integration by Substitution

Differentiating with respect to x gives